Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49333.08 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45271.87 Kr¶

PnL: ---------------------------------------> 215.87 Kr¶

DD now: ---------------------------------> -7.13 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 11:20:09.138160'

Anic Portfolio¶

Today¶

Return: 0.941 %¶

This Week¶

Return: 0.061 %¶

Total portfolio value¶

Return including deposits: 61.504 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.680000 1672.200000 203.200000 13.830000 1468.999998
Sedana Medical 93 3.980000 2670.960000 149.960000 5.950000 2521.000011
Orrön Energy 180 4.070000 2140.200000 97.200000 4.760000 2043.000000
Atrium Ljungberg B 5 3.670000 987.500000 52.500000 5.610000 935.000000
Platzer Fastigheter Holding B 12 3.590000 1004.400000 43.400000 4.520000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 3.140000 828.400000 36.400000 4.600000 792.000000
Sagax B 4 2.680000 890.000000 36.000000 4.220000 854.000000
JM 6 2.460000 899.400000 35.400000 4.100000 864.000000
Hoist Finance 35 0.870000 1013.250000 33.250000 3.390000 980.000000
Hexatronic Group 12 1.740000 984.960000 17.960000 1.860000 966.999996
Gränges 9 1.940000 945.900000 17.900000 1.930000 927.999999
Byggmax Group 33 2.080000 972.840000 16.840000 1.760000 956.000001
Bilia A 8 1.070000 909.600000 9.600000 1.070000 900.000000
BioGaia B 8 0.510000 939.200000 9.200000 0.990000 930.000000
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
EQT 4 0.720000 834.000000 2.000000 0.240000 832.000000
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
Clas Ohlson B 12 0.000000 974.400000 1.400000 0.140000 972.999996
ASSA ABLOY B 3 -0.810000 769.500000 -9.500000 -1.220000 779.000001
Biotage 7 -1.260000 931.000000 -10.000000 -1.060000 940.999997
Alimak Group 11 -0.240000 915.200000 -12.800000 -1.380000 927.999996
OX2 13 -0.900000 932.100000 -17.900000 -1.880000 949.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Nordic Waterproofing Holding 7 0.150000 945.000000 -22.000000 -2.280000 966.999999
VEF 909 0.400000 1825.270000 -24.730000 -1.340000 1850.000436
SKF B 5 -2.250000 911.000000 -29.000000 -3.090000 940.000000
Indutrade 5 1.590000 1179.500000 -38.500000 -3.160000 1218.000000
Latour B 4 -0.240000 816.000000 -41.000000 -4.780000 857.000000
Addnode Group B 11 -2.560000 878.350000 -42.650000 -4.630000 921.000003
Vitec Software Group B 2 -0.190000 1040.000000 -47.000000 -4.320000 1087.000000
Hexagon B 26 0.580000 3409.900000 -51.100000 -1.480000 3461.000010
Bufab 3 -0.680000 1045.800000 -63.200000 -5.700000 1109.000001
BHG Group 97 2.510000 1389.040000 -69.960000 -4.800000 1458.999989
INVISIO 16 0.000000 3600.000000 -89.000000 -2.410000 3689.000000
TOTAL 45271.870000 215.870000 -7.1296% 45056.000411

Updated:¶

'2023-07-04 11:20:26.043913'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶